+48.4%
QCOM vs IAG
+663.0%
-614.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.8% |
| 7D | +4.3% | -7.7% | +11.9% | +5.5% |
| 30D | -0.1% | +1.6% | -1.7% | -0.5% |
| 3M | +5.2% | -2.4% | +7.7% | +5.2% |
| 6M | -18.4% | -7.8% | -10.5% | -18.2% |
| YTD | +2.4% | +5.0% | -2.6% | +0.1% |
| 1Y | +0.9% | +25.7% | -24.8% | -3.5% |
| 3Y | +48.4% | +694.5% | -646.1% | +17.9% |
| All | +48.4% | +663.0% | -614.6% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IAG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling